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Statistical Supplement | February 2006

Statistical Supplement to the Federal Reserve Bulletin, February 2006

1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2005 2005, week ending
Aug Sept Oct Oct 5 Oct 12 Oct 19 Oct 26 Nov 2 Nov 9 Nov 16 Nov 23 Nov 30
  By type of security  
1 U.S. Treasury bills 46,692 48,222 46,415 44,525 47,504 49,990 42,377 47,622 45,865 57,476 44,988 60,596
  Treasury coupon securities by maturity  
2 Three years or less 175,112 220,589 204,917 219,786 197,255 193,255 206,995 216,234 194,666 173,816 197,060 198,106
3 More than three but less than or equal to six years 140,448 153,022 145,700 130,152 156,849 157,871 141,252 133,514 149,146 173,942 131,352 115,186
4 More than six but less than or equal to eleven years 120,808 132,689 131,141 115,810 119,907 130,966 143,912 140,460 160,114 175,724 128,301 112,125
5 More than eleven 27,748 36,839 40,459 33,244 35,415 41,283 46,949 42,207 43,794 47,808 43,437 47,042
6 Inflation-protected2 7,250 10,028 11,108 8,236 8,922 14,065 11,549 11,233 9,840 6,721 10,123 9,268
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 61,082 63,458 67,327 67,493 67,014 69,903 59,470 76,382 68,261 72,713 67,949 65,400
  Coupon securities by maturity  
8 Three years or less 6,867 8,719 8,775 10,090 5,746 13,541 6,334 7,623 5,836 5,950 5,018 5,027
9 More than three years but less than or equal to six years 4,232 4,555 3,738 3,942 3,318 3,126 3,366 5,737 4,160 3,381 7,221 2,716
10 More than six years but less than or equal to eleven years 1,904 3,683 3,720 2,524 1,551 6,136 3,386 4,337 3,195 2,713 1,381 1,338
11 More than eleven years 472 518 496 635 376 352 522 716 548 408 744 297
 
12 Mortgage-backed 242,035 248,093 245,930 255,738 402,132 202,414 181,457 207,837 482,379 255,602 177,825 159,680
 
  Corporate securities  
13 One year or less 169,031 181,661 177,065 179,621 168,349 173,991 177,193 191,041 171,824 183,416 178,828 152,672
14 More than one year 20,143 20,067 21,036 19,067 19,035 21,120 23,901 20,758 20,121 18,733 21,309 18,903
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 214,364 251,259 236,001 221,327 234,037 236,819 241,565 242,654 247,511 256,750 231,413 218,579
16 Federal agency and government-sponsored enterprises 4,679 6,238 6,157 5,511 4,638 7,251 5,432 8,211 5,169 5,480 4,566 4,075
17 Mortgage-backed 58,914 56,360 57,114 49,006 86,864 54,754 44,660 50,248 96,029 61,350 51,110 31,677
18 Corporate 399 492 734 553 574 803 903 729 646 554 495 455
  With other  
19 U.S. Treasury 303,694 350,130 343,739 330,425 331,815 350,610 351,470 348,617 355,916 378,738 323,849 323,745
20 Federal agency and government-sponsored enterprises 69,877 74,694 77,900 79,173 73,366 85,806 67,646 86,585 76,831 79,686 77,747 70,704
21 Mortgage-backed 183,121 191,733 188,816 206,732 315,268 147,660 136,797 157,589 386,350 194,252 126,715 128,003
22 Corporate 188,776 201,236 197,368 198,135 186,810 194,308 200,191 211,070 191,299 201,596 199,642 171,120

Note. Major changes in the report form filed by primary dealers induced a break in the dealer data series as of the week ending July 4, 2001. Current weekly data may be found at the Federal Reserve Bank of New York website under the Primary Dealer heading.

1. The figures represent purchases and sales in the market by the primary U.S. government securities dealers reporting to the Federal Reserve Bank of New York. Outright transactions include all U.S. government, federal agency, government-sponsored enterprise, mortgage-backed, and corporate securities scheduled for immediate and forward delivery, as well as all U.S. government securities traded on a when-issued basis between the announcement and issue date. Data do not include transactions under repurchase and reverse repurchase (resale) agreements. Averages are based on the number of trading days in the week.   Return to table

2. Outright Treasury inflation-protected securities (TIPS) transactions are reported at principal value, excluding accrued interest, where principal value reflects the original issuance par amount (unadjusted for inflation) times the price times the index ratio.   Return to table

Statistical Supplement | February 2006 | Tips for printing wide tables | Symbols and Abbreviations


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Last update: March 2, 2006